Sökning: "Charles Apelgren"

Hittade 1 uppsats innehållade orden Charles Apelgren.

  1. 1. Den svenska swapspreadens förklaringsfaktorer : en empirisk analys

    Magister-uppsats, Ekonomiska institutionen

    Författare :Charles Apelgren; [2004]
    Nyckelord :Economics; Swedish swap spread; interest rate swap; swap pricing; Nationalekonomi;

    Sammanfattning : This paper presents empirical evidence on the determinants of interest rate swap spreads in Sweden during the period 1999-2003. The results suggest that the spread between STIBOR and the general collateral repo rate is positively related to shorter maturity swap spreads. LÄS MER